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[Model Request] Add CATS: official code included
Description
Based on the paper: https://arxiv.org/pdf/2403.01673
Official code repo: https://github.com/LJC-FVNR/CATS/blob/main/CATS-Tutorial.ipynb
Use case
Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables